+36.9%
BX vs B
+202.9%
-166.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | +0.1% | +9.4% | -9.3% | -1.6% |
| 3M | +16.0% | +5.0% | +11.0% | +14.6% |
| 6M | +21.6% | -3.5% | +25.2% | +21.1% |
| YTD | -8.9% | +4.5% | -13.4% | -10.7% |
| 1Y | -16.6% | +67.8% | -84.4% | -25.3% |
| All | +36.9% | +202.9% | -166.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling